Abstract
We consider a discrete time zero-sum stochastic game model of duopoly and give a partial characterization of each firm's optimal pricing strategy. An extension to a continuous time model is also discussed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 19-30 |
| Number of pages | 12 |
| Journal | International Journal of Game Theory |
| Volume | 7 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 1978 |
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics (miscellaneous)
- Social Sciences (miscellaneous)
- Economics and Econometrics
- Statistics, Probability and Uncertainty